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Endogeneity
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Finance research letters
IZA Discussion Papers
128
MPRA Paper
71
Journal of econometrics
65
Discussion paper series / IZA
50
cemmap working paper
50
CEMMAP working papers / Centre for Microdata Methods and Practice
41
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Energy economics
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European journal of operational research : EJOR
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International journal of forecasting
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Boston College Working Papers in Economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
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Tinbergen Institute Discussion Paper
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
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SFB 649 Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Tail-risk spillovers in cryptocurrency markets
Xu, Qiuhua
;
Zhang, Yixuan
;
Zhang, Ziyang
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486076
Saved in:
2
On the determinants of bitcoin returns : a
LASSO
approach
Panagiōtidēs, Theodōros
;
Stengos, Thanasēs
; …
- In:
Finance research letters
27
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10012006869
Saved in:
3
Stock return predictability in the time of COVID-19
Ciner, Cetin
- In:
Finance research letters
38
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012490644
Saved in:
4
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
5
Optimal portfolio selection using a simple double-shrinkage selection rule
Joo, Young C.
;
Park, Sung Y.
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014633536
Saved in:
6
ESG factors and the cross-section of expected stock returns : a
LASSO
-based approach
Bang, Jeongseok
;
Ryu, Doojin
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014551935
Saved in:
7
Uncertainties and oil price volatility : can
lasso
help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
Saved in:
8
Machine learning approaches for constructing the national anti-money laundering index
Zhang, Guike
;
Gao, Zengan
;
Dong, June
;
Mei, Dexiang
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472101
Saved in:
9
Quantile prediction for Bitcoin returns using financial assets' realized measures
Kawakami, Tabito
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473030
Saved in:
10
Extreme tail network analysis of cryptocurrencies and trading strategies
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014495071
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